Weak convergence of quantile and expectile processes under general assumptions

DOI10.3150/19-BEJ1127zbMath1443.62113arXiv1706.04668OpenAlexW2990975738MaRDI QIDQ2278664

Tobias Zwingmann, Hajo Holzmann

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04668

zbMATH Keywords

weak convergencequantile processepi- and hypo-convergenceexpectile process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items (2)

A class of distortion measures generated from expectile and its estimation ⋮ Weak convergence of quantile and expectile processes under general assumptions

Uses Software

• QRM

Cites Work

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• Weak convergence of quantile and expectile processes under general assumptions
• COHERENCE AND ELICITABILITY
• Asymptotic Statistics
• Theory of Random Sets

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